+11.4%
ZS vs PR
+86.9%
-75.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -13.4% | -9.5% | -3.9% | -11.4% |
| 30D | -16.6% | -5.7% | -10.9% | -15.5% |
| 3M | +10.3% | +3.0% | +7.3% | +9.4% |
| 6M | +28.1% | +11.8% | +16.3% | +24.1% |
| YTD | -13.3% | +58.5% | -71.8% | -24.5% |
| 1Y | -40.7% | +69.9% | -110.6% | -49.6% |
| 3Y | +11.4% | +84.9% | -73.5% | -7.2% |
| All | +11.4% | +86.9% | -75.5% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling